| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,979 |
17,302 |
323 |
1.9% |
17,639 |
| High |
17,307 |
17,694 |
387 |
2.2% |
18,025 |
| Low |
16,979 |
17,255 |
276 |
1.6% |
17,182 |
| Close |
17,301 |
17,624 |
323 |
1.9% |
17,247 |
| Range |
328 |
439 |
111 |
33.8% |
843 |
| ATR |
238 |
252 |
14 |
6.1% |
0 |
| Volume |
191,253 |
170,563 |
-20,690 |
-10.8% |
987,177 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,841 |
18,672 |
17,866 |
|
| R3 |
18,402 |
18,233 |
17,745 |
|
| R2 |
17,963 |
17,963 |
17,705 |
|
| R1 |
17,794 |
17,794 |
17,664 |
17,879 |
| PP |
17,524 |
17,524 |
17,524 |
17,567 |
| S1 |
17,355 |
17,355 |
17,584 |
17,440 |
| S2 |
17,085 |
17,085 |
17,544 |
|
| S3 |
16,646 |
16,916 |
17,503 |
|
| S4 |
16,207 |
16,477 |
17,383 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,014 |
19,473 |
17,711 |
|
| R3 |
19,171 |
18,630 |
17,479 |
|
| R2 |
18,328 |
18,328 |
17,402 |
|
| R1 |
17,787 |
17,787 |
17,324 |
17,636 |
| PP |
17,485 |
17,485 |
17,485 |
17,409 |
| S1 |
16,944 |
16,944 |
17,170 |
16,793 |
| S2 |
16,642 |
16,642 |
17,093 |
|
| S3 |
15,799 |
16,101 |
17,015 |
|
| S4 |
14,956 |
15,258 |
16,783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,025 |
16,961 |
1,064 |
6.0% |
432 |
2.4% |
62% |
False |
False |
248,951 |
| 10 |
18,025 |
16,961 |
1,064 |
6.0% |
309 |
1.7% |
62% |
False |
False |
203,242 |
| 20 |
18,025 |
16,961 |
1,064 |
6.0% |
226 |
1.3% |
62% |
False |
False |
142,308 |
| 40 |
18,025 |
16,961 |
1,064 |
6.0% |
199 |
1.1% |
62% |
False |
False |
71,380 |
| 60 |
18,025 |
16,961 |
1,064 |
6.0% |
186 |
1.1% |
62% |
False |
False |
47,621 |
| 80 |
18,025 |
16,670 |
1,355 |
7.7% |
172 |
1.0% |
70% |
False |
False |
35,732 |
| 100 |
18,025 |
15,450 |
2,575 |
14.6% |
161 |
0.9% |
84% |
False |
False |
28,589 |
| 120 |
18,025 |
15,450 |
2,575 |
14.6% |
164 |
0.9% |
84% |
False |
False |
23,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,560 |
|
2.618 |
18,843 |
|
1.618 |
18,404 |
|
1.000 |
18,133 |
|
0.618 |
17,965 |
|
HIGH |
17,694 |
|
0.618 |
17,526 |
|
0.500 |
17,475 |
|
0.382 |
17,423 |
|
LOW |
17,255 |
|
0.618 |
16,984 |
|
1.000 |
16,816 |
|
1.618 |
16,545 |
|
2.618 |
16,106 |
|
4.250 |
15,389 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,574 |
17,525 |
| PP |
17,524 |
17,426 |
| S1 |
17,475 |
17,328 |
|